Daily Papers

Fast Weight Programmers (FWPs) encode temporal dependencies through dynamically updated parameters rather than recurrent hidden states. Quantum FWPs (QFWPs) extend this idea with variational quantum circuits (VQCs), but existing implementations rely on multi-qubit architectures that are difficult to scale on noisy intermediate-scale quantum (NISQ) devices and expensive to simulate classically. We propose gated QKAN-FWP, a fast-weight framework that integrates FWP with Quantum-inspired Kolmogorov-Arnold Network (QKAN) using single-qubit data re-uploading circuits as learnable nonlinear activation, known as DatA Re-Uploading ActivatioN (DARUAN). We further introduce a scalar-gated fast-weight update rule that stabilizes parameter evolution, supported by a theoretical analysis of its adaptive memory kernel, geometric boundedness, and parallelizable gradient paths. We evaluate the framework across time-series benchmarks, MiniGrid reinforcement learning, and highlight real-world solar cycle forecasting as our main practical result. In the long-horizon setting with 528-month input window and 132-month forecast horizon, our 12.5k-parameter model achieves lower scaled Mean Square Error (MSE), peak amplitude error, and peak timing error than a suite of classical recurrent baselines with up to 13x more parameters, including Long Short-Term Memory (LSTM) networks (25.9k-89.1k parameters), WaveNet-LSTM (167k), Vanilla recurrent neural network (11.5k), and a Modified Echo State Network (132k). To validate NISQ compatibility, we further deploy the trained fast programmer on IonQ and IBM Quantum processors, recovering forecasting accuracy within 0.1% relative MSE of the noiseless simulator at 1024 shots. These results position gated QKAN-FWP as a scalable, parameter-efficient, and NISQ-compatible approach to quantum-inspired sequence modeling.

Financial markets have a vital role in the development of modern society. They allow the deployment of economic resources. Changes in stock prices reflect changes in the market. In this study, we focus on predicting stock prices by deep learning model. This is a challenge task, because there is much noise and uncertainty in information that is related to stock prices. So this work uses sparse autoencoders with one-dimension (1-D) residual convolutional networks which is a deep learning model, to de-noise the data. Long-short term memory (LSTM) is then used to predict the stock price. The prices, indices and macroeconomic variables in past are the features used to predict the next day's price. Experiment results show that 1-D residual convolutional networks can de-noise data and extract deep features better than a model that combines wavelet transforms (WT) and stacked autoencoders (SAEs). In addition, we compare the performances of model with two different forecast targets of stock price: absolute stock price and price rate of change. The results show that predicting stock price through price rate of change is better than predicting absolute prices directly.